Finance

EPRT Move Probability $24.88 -0.88 (-3.4%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
22.6%
Stock touched +5.0% ($26.12) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
10.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.17x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±4.8%
$23.68 — $26.08

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-12.7% to -11.2%: 5 occurrences (1.0%) -11.9% -11.2% to -9.6%: 12 occurrences (2.4%) -9.6% to -8.1%: 10 occurrences (2.0%) -8.1% to -6.5%: 9 occurrences (1.8%) -7.3% -6.5% to -5.0%: 16 occurrences (3.1%) -5.0% to -3.4%: 56 occurrences (11.0%) -3.4% to -1.9%: 82 occurrences (16.1%) -2.6% -1.9% to -0.3%: 81 occurrences (15.9%) -0.3% to +1.3%: 80 occurrences (15.7%) +1.3% to +2.8%: 49 occurrences (9.6%) 2.0% +2.8% to +4.4%: 40 occurrences (7.9%) +4.4% to +5.9%: 29 occurrences (5.7%) +5.9% to +7.5%: 15 occurrences (3.0%) 6.7% +7.5% to +9.0%: 12 occurrences (2.4%) +9.0% to +10.6%: 9 occurrences (1.8%) +10.6% to +12.1%: 3 occurrences (0.6%) 11.3%
Historical returns Target move zone (+5.0%+) Target threshold bin

Probability Breakdown: Empirical vs. Theoretical Models

Comparing actual market back-data against Black-Scholes and Fat-Tail adjustments.

Model / Methodology Touch Probability Expiration Close Probability What It Tells You
Empirical Back-Data (Actual History) 22.6% 10.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 11.0% Adjusts normal bell curve for real-world skewness (0.26) and kurtosis (2.69).
Standard Normal (Black-Scholes / GBM) 31.3% 15.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 23.5% 11.1% Filters for historical windows that started with volatility similar to current 20-day HV (451 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 20.5%
  • Recent 20-Day HV: 21.3%
  • Parkinson Intraday Volatility: 18.4%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.6%
  • Top 10% Move (90th percentile): +5.1%
  • Bottom 10% Move (10th percentile): -5.0%
  • Max Historical Gain (14d): +12.1%
  • Max Historical Loss (14d): -12.7%